Box 15 does not have my state listed

Leave boxes 15 thru 17 blank (empty) on the W-2 if there are no state taxes withheld in box 17

I assume that you're referring to form W-2.

Nine states — Alaska, Florida, Nevada, New Hampshire, South Dakota, Tennessee, Texas, Washington and Wyoming — have no state income taxes.

If your state has no state income tax, it is not in the drop down menu of Box 15 of form W-2. Just leave boxes 15 and 16 blank.